Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.283774 0.308827 0.336092 0.368148 0.405042 0.446462 0.496892
2025-12-07 0.250290 0.282150 0.318773 0.364525 0.420938 0.489306 0.580193
2025-12-14 0.226653 0.262018 0.304319 0.359634 0.431612 0.524476 0.657635
2025-12-21 0.207597 0.244610 0.290257 0.352131 0.436250 0.550644 0.725989
2025-12-28 0.197910 0.237452 0.287664 0.358172 0.458349 0.602260 0.839452
2026-01-04 0.191257 0.233284 0.288111 0.367700 0.485708 0.664792 0.983265
2026-01-11 0.181159 0.223645 0.280185 0.364333 0.493258 0.697592 1.084525
2026-01-18 0.175029 0.218770 0.278192 0.368982 0.513070 0.752659 1.240390
2026-01-25 0.164350 0.206941 0.265518 0.356456 0.503951 0.756754 1.296379
2026-02-01 0.154510 0.195728 0.252994 0.343078 0.491879 0.753608 1.336017
2026-02-08 0.148539 0.189615 0.247429 0.339941 0.496446 0.781384 1.452707
2026-02-15 0.146336 0.188689 0.249326 0.348587 0.522030 0.853295 1.701074
2026-02-22 0.141925 0.184470 0.246220 0.349185 0.533970 0.901516 1.913907
2026-03-01 0.137114 0.179422 0.241540 0.346768 0.540045 0.938596 2.113847
2026-03-08 0.132260 0.174076 0.236089 0.342595 0.542267 0.967619 2.304781
2026-03-15 0.127152 0.168128 0.229383 0.335760 0.538552 0.982362 2.456483
2026-03-22 0.125188 0.166809 0.229864 0.341439 0.560302 1.062416 2.907096
2026-03-29 0.124010 0.166608 0.232081 0.350325 0.589754 1.169543 3.579681
2026-04-05 0.120457 0.162592 0.227887 0.347204 0.593322 1.208895 3.977007
2026-04-12 0.118582 0.161098 0.227738 0.351530 0.613677 1.300855 4.788983
2026-04-19 0.113778 0.154842 0.219405 0.339880 0.596860 1.279441 4.870206
2026-04-26 0.109056 0.148586 0.210864 0.327420 0.577233 1.246622 4.854144
2026-05-03 0.106341 0.145422 0.207396 0.324496 0.579415 1.282467 5.395267